Geodesic
Two-dimensional long memory models
Kybernetika, Tome 24 (1988) no. 1, pp. 1-16 Cet article a éte moissonné depuis la source Czech Digital Mathematics Library

Voir la notice de l'article

Classification : 62M10 
@article{KYB_1988_24_1_a0,
     author = {And\v{e}l, Ji\v{r}{\'\i} and G\'omez, Mar{\'\i}a},
     title = {Two-dimensional long memory models},
     journal = {Kybernetika},
     pages = {1--16},
     year = {1988},
     volume = {24},
     number = {1},
     mrnumber = {936549},
     zbl = {0649.62086},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1988_24_1_a0/}
}
TY  - JOUR
AU  - Anděl, Jiří
AU  - Gómez, María
TI  - Two-dimensional long memory models
JO  - Kybernetika
PY  - 1988
SP  - 1
EP  - 16
VL  - 24
IS  - 1
UR  - http://geodesic.mathdoc.fr/item/KYB_1988_24_1_a0/
LA  - en
ID  - KYB_1988_24_1_a0
ER  - 
%0 Journal Article
%A Anděl, Jiří
%A Gómez, María
%T Two-dimensional long memory models
%J Kybernetika
%D 1988
%P 1-16
%V 24
%N 1
%U http://geodesic.mathdoc.fr/item/KYB_1988_24_1_a0/
%G en
%F KYB_1988_24_1_a0
Anděl, Jiří; Gómez, María. Two-dimensional long memory models. Kybernetika, Tome 24 (1988) no. 1, pp. 1-16. http://geodesic.mathdoc.fr/item/KYB_1988_24_1_a0/

[1] J. Anděl: Long memory time series models. Kybernetika 22 (1986), 105-123. | MR

[2] W. Dunsmuir, E. J. Hannan: Vector linear time series models. J. Appl. Probab. 10 (1973), 130-145. | MR

[3] G. M. Fichtengolc: Kurs differencialnogo i integralnogo isčislenija III. Gos. izd. fiz.-mat. lit., Moskva 1960.

[4] J. Geweke, S. Porter-Hudak: The estimation and application of long memory time series models. J. Time Ser. Anal. 4 (1983), 221-238. | MR | Zbl

[2] C. W. Granger, R. Joyeux: An introduction to long memory time series models and fractional differencing. J. Time Ser. Anal. 1 (1980), 15-29. | MR | Zbl

[6] J. R. M. Hosking: Fractional differencing. Biometrika 68 (1981), 165-176. | MR | Zbl

[7] A. I. McLeod, K. W. Hipel: Preservation of the rescaled adjusted range. 1. A reassessment of the Hurst phenomenon. Water Resour. Res. 14 (1978), 491-508.